+153.4%
EXE vs QID
-84.8%
+238.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.3% |
| 7D | +5.3% | -7.1% | +12.5% | +4.1% |
| 30D | -2.2% | +12.6% | -14.8% | +0.1% |
| 3M | -5.9% | +14.2% | -20.1% | -3.4% |
| 6M | -5.7% | +6.2% | -11.9% | -4.0% |
| YTD | -17.8% | -21.8% | +4.0% | -20.9% |
| 1Y | -23.1% | -23.1% | 0.0% | -26.1% |
| 3Y | +21.2% | -71.3% | +92.5% | -0.4% |
| 5Y | +78.8% | -77.0% | +155.8% | +44.7% |
| All | +153.4% | -84.8% | +238.2% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling